Appendix 2: Enumeration Parameter Reference Table
Language
com.tigerbrokers.stock.openapi.client.struct.enums.Language
| Identifier | Language |
|---|---|
| zh_CN | Simplified Chinese |
| zh_TW | Traditional Chinese |
| en_US | English |
Market
com.tigerbrokers.stock.openapi.client.struct.enums.Market
| Identifier | Market |
|---|---|
| ALL | All |
| US | US Stocks |
| HK | Hong Kong Stocks |
| CN | A-Shares |
| SG | Singapore |
| AU | Australia |
| NZ | New Zealand |
Security Type
com.tigerbrokers.stock.openapi.client.struct.enums.SecType
| Identifier | Security Type |
|---|---|
| STK | Stock |
| OPT | US Options |
| WAR | HK Warrants |
| IOPT | HK CBBC |
| CASH | Forex |
| FUT | Futures |
| FOP | Future Options |
| FUND | Fund |
Account Segment
com.tigerbrokers.stock.openapi.client.struct.enums.SegmentType
| Identifier | Segment Type |
|---|---|
| ALL | All |
| SEC | Securities |
| FUT | Futures |
| FUND | Funds |
| DIGI | Digital assets |
Capital Period
com.tigerbrokers.stock.openapi.client.struct.enums.CapitalPeriod
| Identifier | Description |
|---|---|
| intraday | Intraday |
| day | Day |
| week | Week |
| month | Month |
| year | Year |
| quarter | Quarter |
| halfayear | Six months (serialized as 6month) |
Currency Type
com.tigerbrokers.stock.openapi.client.struct.enums.Currency
| Identifier | Currency Type |
|---|---|
| ALL | All |
| USD | US Dollar |
| HKD | Hong Kong Dollar |
| CNH | Chinese Yuan |
| SGD | Singapore Dollar |
| AUD | Australian Dollar |
| JPY | Japanese Yen |
| EUR | Euro |
| GBP | British Pound |
| CAD | Canadian Dollar |
| NZD | New Zealand Dollar |
Order Sort Timestamp
com.tigerbrokers.stock.openapi.client.struct.enums.OrderSortBy
| Identifier | Description |
|---|---|
| LATEST_CREATED | Sorts descending by order creation/submission time; start_date and end_date also filter on this timestamp. |
| LATEST_STATUS_UPDATED | Sorts descending by the most recent order status update time; start_date and end_date also filter on this timestamp. |
sort_by is supported only for omnibus accounts. When omitted, the service defaults to LATEST_CREATED.
Order Status
com.tigerbrokers.stock.openapi.client.struct.enums.OrderStatus
| Status | Status Code | Description |
|---|---|---|
| Invalid | -2 | Invalid status |
| Initial | -1 | Order initial status |
| PendingCancel | 3 | Pending cancel (not available for prime and paper trading accounts) |
| Cancelled | 4 | Cancelled |
| PendingSubmit | 5 | Order submitted, for global accounts it's Submitted |
| Filled | 6 | Completely filled |
| Inactive | 7 | Inactive |
An order can be partially filled even when its status is not Filled, including when the status is PendingSubmit, Cancelled, Invalid, or Inactive. To identify a partial fill, check whether the filled quantity is greater than 0.
Order Replace Status
| Status | Description |
|---|---|
| NONE | Default status, or the order has terminated |
| RECEIVED | Replacement request received; pre-trade checks passed |
| REPLACED | Replacement confirmed by the upstream system |
| FAILED | Replacement rejected by the upstream system |
Order Cancel Status
| Status | Description |
|---|---|
| NONE | Default status, or the order has terminated |
| RECEIVED | Cancellation request received; pre-trade checks passed |
| FAILED | Cancellation rejected by the upstream system |
Account Status
com.tigerbrokers.stock.openapi.client.struct.enums.AccountStatus
| Status | Description |
|---|---|
| New | New account |
| Funded | Funded |
| Open | Open |
| Pending | Pending |
| Abandoned | Abandoned |
| Rejected | Rejected |
| Closed | Closed |
| Unknown | Unknown |
Order Type
com.tigerbrokers.stock.openapi.client.struct.enums.OrderType
| Type | Description |
|---|---|
| MKT | Market order |
| LMT | Limit order |
| STP | Stop order |
| STP_LMT | Stop limit order |
| TRAIL | Trailing stop order |
| AM | Auction market order (HK stocks) |
| AL | Auction limit order (HK stocks) |
Attached Order Type
com.tigerbrokers.stock.openapi.client.struct.enums.AttachType
| Type | Description |
|---|---|
| PROFIT | Attached profit order |
| LOSS | Attached stop loss order |
| BRACKETS | Attached bracket order |
Trading Session
com.tigerbrokers.stock.openapi.client.struct.enums.TradingSessionType
| Type | Description |
|---|---|
| PRE_RTH_POST | Includes pre-market, regular hours, and after-hours |
| OVERNIGHT | Overnight session |
| RTH | Regular trading hours |
| FULL | Full session |
| HK_AUC | Auction session (Hong Kong stocks) |
| HK_CTS | Continuous trading session (Hong Kong stocks) |
| HK_AUC_CTS | Auction and continuous sessions (Hong Kong stocks) |
Margin Account Type
| Type | Description |
|---|---|
| CASH | Cash account |
| RegTMargin | Reg T margin account |
Asset Quote Mode
com.tigerbrokers.stock.openapi.client.struct.enums.AssetQuoteType
| Type | Description |
|---|---|
| ETH | Includes pre-market, regular hours, and after-hours quotes; uses T-1 after-hours closing price during overnight session |
| RTH | Regular hours quotes only; uses regular hours closing price during pre-market, after-hours, and overnight sessions |
| OVERNIGHT | Includes overnight quotes; uses overnight quotes during overnight session |
Subscription Subject
Trading subscription subjects: com.tigerbrokers.stock.openapi.client.struct.enums.Subject
Market data subscription subjects: com.tigerbrokers.stock.openapi.client.struct.enums.QuoteSubject
| Subject | Description |
|---|---|
| OrderStatus | Order changes |
| Asset | Assets |
| Position | Positions |
| Quote | Stock quotes |
| Option | Option quotes |
| Future | Futures quotes |
| QuoteDepth | Stock market depth |
| TradeTick | Stock trade ticks |
Candlestick Bar (K-Line) Type
com.tigerbrokers.stock.openapi.client.struct.enums.KType
| Type | Description |
|---|---|
| day | Daily |
| week | Weekly |
| month | Monthly |
| year | Yearly |
| min1 | 1 minute |
| min3 | 3 minutes |
| min5 | 5 minutes |
| min15 | 15 minutes |
| min30 | 30 minutes |
| min60 | 60 minutes |
Order Change
| Field | Description |
|---|---|
| id | Order ID |
| account | Account number |
| symbol | Underlying symbol, e.g., 'AAPL', '00700', 'ES', 'CN' |
| expiry | Only for options, warrants, CBBC |
| strike | Only for options, warrants, CBBC |
| right | Only for options, warrants, CBBC |
| identifier | Instrument identifier. For stocks, this is the same as symbol. For futures, it includes the contract month, such as CN2201 |
| multiplier | Units per lot; applies only to futures, options, warrants, and CBBCs |
| action | Order side: BUY or SELL |
| market | Market: US or HK |
| currency | Currency, such as USD for US dollars or HKD for Hong Kong dollars |
| segType | Trading segment: S for securities or C for futures |
| secType | Security type: STK (stock), OPT (option), WAR (warrant), IOPT (CBBC), CASH (forex), FUT (future), or FOP (futures option) |
| orderType | Order type: MKT, LMT, STP, STP_LMT, or TRAIL |
| isLong | Whether the position is long |
| totalQuantity | Order quantity |
| totalQuantityScale | Order quantity scale factor. For example, if totalQuantity=111 and totalQuantityScale=2, the actual quantity is 111*10^(-2)=1.11 |
| filledQuantity | Total filled quantity (cumulative for orders filled in multiple transactions) |
| filledQuantityScale | Filled quantity scale factor |
| avgFillPrice | Average fill price |
| limitPrice | Limit order price |
| stopPrice | Stop price |
| realizedPnl | Realized P&L (only available for prime accounts) |
| status | Order Status |
| replaceStatus | Order Replace Status |
| cancelStatus | Order Cancel Status |
| outsideRth | Whether pre-market and after-hours trading is allowed; applies only to US stocks |
| canModify | Whether the order can be modified |
| canCancel | Whether the order can be cancelled |
| liquidation | Whether it's a liquidation order |
| name | Underlying name |
| source | Order source, such as OpenApi |
| errorMsg | Error message |
| attrDesc | Order description |
| commissionAndFee | Total commission and fees |
| openTime | Order placement time |
| timestamp | Last update time of order status |
| userMark | Custom annotation |
| totalCashAmount | Total order amount (for cash amount orders only) |
| filledCashAmount | Filled amount (for cash amount orders only) |
Position Change
| Field | Description |
|---|---|
| account | User account |
| symbol | Stock symbol |
| expiry | Expiration date; applies to options, warrants, and CBBCs |
| strike | Strike price; applies to options, warrants, and CBBCs |
| right | Option right, PUT or CALL; applies to options, warrants, and CBBCs |
| identifier | Underlying identifier |
| multiplier | Units per lot; applies to options, warrants, and CBBCs |
| market | Trading market |
| currency | Currency type |
| segType | Trading segment: S for securities or C for futures |
| secType | Security type |
| position | Position |
| positionScale | Position quantity scale factor |
| averageCost | Average cost |
| latestPrice | Latest price |
| marketValue | Market value |
| unrealizedPnl | Unrealized P&L |
| name | Underlying name |
| timestamp | Server time |
Asset Change
| Field | Description |
|---|---|
| account | User account |
| currency | Currency type |
| segType | Classification by trading type. S for stocks, C for futures |
| availableFunds | Available funds (equity with loan value minus initial margin) |
| excessLiquidity | Excess liquidity (equity with loan value minus maintenance margin) |
| netLiquidation | Net liquidation value |
| equityWithLoan | Equity with loan value (loan value assets) |
| buyingPower | Buying power |
| cashBalance | Account cash balance |
| grossPositionValue | Gross position value |
| initMarginReq | Current initial margin requirement |
| maintMarginReq | Current maintenance margin requirement |
| timestamp | Server time |
Quote Change
Basic Quote
| Field | Sub-field | Description |
|---|---|---|
| symbol | Stock symbol | |
| type | Type | |
| timestamp | Quote data time | |
| serverTimestamp | Server time | |
| avgPrice | Average price | |
| latestPrice | Latest price | |
| latestPriceTimestamp | Latest-price timestamp; unavailable for pre-market and after-hours data | |
| latestTime | Latest price time | |
| preClose | Previous close | |
| volume | Daily cumulative volume | |
| amount | Daily cumulative trading amount (not supported for options and futures) | |
| open | Open price | |
| high | High price | |
| low | Low price | |
| hourTradingTag | Pre-market/after-hours tag (not available during regular hours for US stocks), values: PreMarket/AfterHours | |
| marketStatus | Market status, values: Trading/WaitingOpen/OpeningAuction/InAuction/ClosingAuction/Closed/MiddayBreak/AfterHoursTrading/AfterHoursMatching/ExtendedTrading/PreMarket/Overnight | |
| identifier | Underlying identifier (options only) | |
| openInt | Open interest (options only) | |
| tradeTime | Trading time (futures only) | |
| preSettlement | Previous settlement price (futures only) | |
| minTick | Minimum tick size (futures only) | |
| mi | p | Minute latest price |
| mi | a | Minute average price |
| mi | t | Minute time |
| mi | v | Minute volume |
| mi | o | Minute open price |
| mi | h | Minute high price |
| mi | l | Minute low price |
Best Bid/Ask Quote
| Field | Description |
|---|---|
| askPrice | Ask price |
| askSize | Ask size |
| askTimestamp | Ask timestamp; unavailable for pre-market and after-hours data |
| bidPrice | Bid price |
| bidSize | Bid size |
| bidTimestamp | Bid timestamp; unavailable for pre-market and after-hours data |
Options Exchange
| Exchange | Description |
|---|---|
| AMEX | NYSE MKT Options Exchange |
| BOX | Boston Options Exchange |
| CBOE | Chicago Board of Options Exchange |
| EMLD | MIAX Emerald |
| EDGX | BATS EDGX |
| GEM | ISE Gemini |
| ISE | International Securities Exchange |
| MCRY | ISE Mercury |
| MIAX | Miami Options Exchange |
| ARCA | NYSE-ARCA Options Exchange |
| MPRL | MIAX-Pearl |
| NSDQ | NASDAQ |
| BX | NASDAQ OMX BX |
| C2 | CBOE C2 Options |
| PHLX | Philadelphia Options Exchange |
| BZX | CBOE BZX / BATS Options |
| MEMX | MEMX |
Market Data Permissions
| Field | Description |
|---|---|
| usQuoteBasic | Nasdaq Basic market data access |
| usStockQuote | US stock market data access |
| usStockQuoteLv2Totalview | Nasdaq Basic+TotalView market data access |
| hkStockQuoteLv2 | Hong Kong stock Level 2 market data access |
| usOptionQuote | US option Level 1 real-time market data access |
| HKEXFuturesQuoteLv2 | Hong Kong Futures Exchange L2 market data access |
| SGXFuturesQuoteLv2 | Singapore Exchange Derivatives L2 market data access |
| OSEFuturesQuoteLv2 | Osaka Exchange L2 market data access |
| CBOEFuturesQuoteLv2 | Chicago Board Options Exchange L2 market data access |
Order Description
| Description | Meaning |
|---|---|
| Exercise | Option exercise |
| Expiry | Option expiry |
| Assignment | Option assignment |
Tick Trade Condition Description
Ordinary trade-tick callbacks return Java SDK decoded values, while full-tick callbacks return raw one-character codes. In full-tick data, a space or empty value means a regular sale, and an unknown code is preserved as-is. <space> in the table represents the space character (ASCII 0x20).
| Raw code | Java decoded value | Market | Meaning |
|---|---|---|---|
<space> | US_REGULAR_SALE | US | Automatic matching |
B | US_BUNCHED_TRADE | US | Bunched trade |
C | US_CASH_TRADE | US | Cash trade |
F | US_INTERMARKET_SWEEP | US | Intermarket sweep |
G | US_BUNCHED_SOLD_TRADE | US | Bunched sold trade |
H | US_PRICE_VARIATION_TRADE | US | Price variation trade |
I | US_ODD_LOT_TRADE | US | Odd lot trade |
K | US_RULE_127_OR_155_TRADE | US | NYSE Rule 127 or 155 trade |
L | US_SOLD_LAST | US | Sold last |
M | US_MARKET_CENTER_CLOSE_PRICE | US | Market center close price |
N | US_NEXT_DAY_TRADE | US | Next day trade |
O | US_MARKET_CENTER_OPENING_TRADE | US | Market center opening trade |
P | US_PRIOR_REFERENCE_PRICE | US | Prior reference price |
Q | US_MARKET_CENTER_OPEN_PRICE | US | Market center open price |
R | US_SELLER | US | Seller |
T | US_FORM_T | US | Pre-market/after-hours trade |
U | US_EXTENDED_TRADING_HOURS | US | Extended trading hours |
V | US_CONTINGENT_TRADE | US | Contingent trade |
W | US_AVERAGE_PRICE_TRADE | US | Average price trade |
X | US_CROSS_TRADE | US | Cross trade |
Z | US_SOLD_OUT_OF_SEQUENCE | US | Sold out of sequence |
0 | US_ODD_LOST_CROSS_TRADE | US | Odd lot cross trade |
4 | US_DERIVATIVELY_PRICED | US | Derivatively priced |
5 | US_MARKET_CENTER_RE_OPENING_TRADE | US | Market center re-opening trade |
6 | US_MARKET_CENTER_CLOSING_TRADE | US | Market center closing trade |
7 | US_QUALIFIED_CONTINGENT_TRADE | US | Qualified contingent trade |
9 | US_CONSOLIDATED_LAST_PRICE_PER_LISTING_PACKET | US | Consolidated last price per listing packet |
<space> | HK_AUTOMATCH_NORMAL | HK | Automatic matching |
D | HK_ODD_LOT_TRADE | HK | Odd lot trade |
U | HK_AUCTION_TRADE | HK | Auction trade |
* | HK_OVERSEAS_TRADE | HK | Overseas trade |
P | HK_LATE_TRADE_OFF_EXCHG | HK | Pre-opening trade |
M | HK_NON_DIRECT_OFF_EXCHG_TRADE | HK | Non-automatic matching |
X | HK_DIRECT_OFF_EXCHG_TRADE | HK | Same broker automatic matching |
Y | HK_AUTOMATIC_INTERNALIZED | HK | Same broker non-automatic matching |
Stock Scanner - Basic Indicator Filter Fields
public enum StockField {
/** Stock symbol*. Range limits are not supported. */
/** Latest price*. Values are truncated to 3 decimal places; for example, use the range [10,20]. */
StockField_CurPrice(2, "latestPrice"),
/** Bid price. Values are truncated to 3 decimal places; for example, use the range [10,20]. */
StockField_BidPrice(3, "bidPrice"),
/** Ask price. Values are truncated to 3 decimal places; for example, use the range [10,20]. */
StockField_AskPrice(4, "askPrice"),
/** Open price. Values are truncated to 3 decimal places; for example, use the range [10,20]. */
StockField_OpenPrice(5, "open"),
/** Previous close. Values are truncated to 3 decimal places; for example, use the range [10,20]. */
StockField_PreClosePrice(6, "preClose"),
/** High price */
StockField_HighPrice(7, "high"),
/** Low price */
StockField_LowPrice(8, "low"),
/** Pre-market price*. Values are truncated to 3 decimal places; for example, use the range [10,20]. */
StockField_HourTradingPrePrice(9, "hourTradingPrePrice"),
/** After-hours price*. Values are truncated to 3 decimal places; for example, use the range [10,20]. */
StockField_HourTradingAfterPrice(10, "hourTradingAfterPrice"),
/** Volume* */
StockField_Volume(11, "volume"),
/** Turnover* */
StockField_Amount(12, "amount"),
/** Float shares* */
StockField_FloatShare(13, "floatShares"),
/** 52-week high price* */
StockField_Week52High(14, "week52High"),
/** 52-week low price* */
StockField_Week52Low(15, "week52Low"),
/** Float market capitalization*. FloatMarketVal = FloatShare * current price. */
StockField_FloatMarketVal(16, "floatMarketCap"),
/** Total market capitalization*. MarketVal = shares * current price. */
StockField_MarketValue(17, "marketValue"),
/** Pre-market change rate calculated by (curPrice - pre-market left close) / close */
StockField_preHourTradingChangeRate(18, "preHourTradingChangeRate"),
/** After-hours change rate calculated automatically */
StockField_postHourTradingChangeRate(19, "postHourTradingChangeRate"),
/** TTM earnings per share used to calculate the rolling P/E ratio. */
StockField_ttm_Eps(20, "ttmEps"),
/** Volume ratio*. Values are truncated to 3 decimal places; for example, use the range [0.005,0.01]. */
StockField_VolumeRatio(21, "volumeRatio"),
/** Bid-ask ratio*. Values are truncated to 3 decimal places; for example, use the range [0.005,0.01]. */
StockField_BidAskRatio(22, "committee"),
/** Next earnings date* */
StockField_EarningDate(23, "earningDate"),
/** TTM P/E ratio*. Values are truncated to 3 decimal places; for example, use the range [0.005,0.01]. */
StockField_PeTTM(24, "peRate"),
/** Dividend amount. */
StockField_DividePrice(26, "dividePriceVal"),
/** Dividend yield calculated by the stock scanner service. */
StockField_DivideRate(27, "divideRateVal"),
/** Stock exchange */
StockField_Exchange(29, "exchange"),
/** Turnover rate*. Values are truncated to 3 decimal places; for example, use the range [0.005,0.01]. */
StockField_TurnoverRate(30, "turnoverRate"),
/** Listing date */
StockField_ListingDate(31, "listingDate"),
/** Total shares* */
StockField_Share(33, "shares"),
/** Listing price* */
StockField_ListingPrice(34, "listingPrice"),
/** Latest price minus issue price*. */
StockField_DiffBetweenLastPriceAndListPrice(36, "DiffBetweenLastPriceAndListPrice"),
/** LYR earnings per share used to calculate the static P/E ratio. */
StockField_lyr_Eps(37, "lyrEps"),
/** Open short interest */
StockField_Open_Short_Interest(38, "OpenShortInterestVal"),
/** Open short interest ratio = Open short interest / Total shares */
StockField_Open_Short_Interest_Ratio(39, "OpenShortInterestRatio"),
/** Debt-to-equity ratio = total debt / shareholders' equity. */
StockField_Equity_Ratio(40, "totalDebtToEquity"),
/** Equity multiplier = assets / equity. */
StockField_Equity_Multiplier(41, "totalLiabilitiesToTotalAssets"),
/** Latest number of shareholders */
StockField_Holder_Nums(42, "holderNums"),
/** Latest shareholder count growth rate */
StockField_Holder_Nums_Ratio(43, "holderRatio"),
/** Average shares held per holder */
StockField_Per_Hold_Nums(44, "perHolderNums"),
/** Average value held per holder */
StockField_Per_Hold_Money(45, "perHolderMoney"),
/** Half-year growth rate of average shares held per holder */
StockField_HalfYear_Holder_Nums_Ratio(46, "HalfYearholderRatio"),
/** Inception date - ETF */
StockField_InceptionDate(47, "inceptionDate"),
/** Creation fee - ETF */
StockField_CreationFee(48, "creationFee"),
/** Management fee - ETF */
StockField_ManagementFee(49, "managementFee"),
/** Top 10 holdings percentage - ETF */
StockField_Top10_Composition_Rate(50, "Top10CompoRate"),
/** Top 15 holdings percentage - ETF */
StockField_Top15_Composition_Rate(51, "Top15CompoRate"),
/** Top 20 holdings percentage - ETF */
StockField_Top20_Composition_Rate(52, "Top20CompoRate"),
/** Premium/discount rate - ETF */
StockField_DiscountPremium(53, "discountPremium"),
/** Assets under management (net asset value) - ETF. */
StockField_Net_Worth_Aum(55, "aum"),
/** Asset size at the current price - ETF. */
StockField_assetSize(56, "assetSize"),
/** Amplitude */
StockField_Amplitude(57, "Amplitude"),
/** Pre-market change rate */
StockField_Pre_ChangeRate(58, "preChangeRate"),
/** Intraday change rate */
StockField_current_ChangeRate(59, "curChangeRate"),
/** After-hours change rate */
StockField_Post_ChangeRate(60, "postChangeRate"),
/** Holdings change - ETF */
StockField_ETF_LastHoldingChangeDay(61, "LastHoldingChangeDay"),
/** Number of holdings - ETF */
StockField_ETF_HoldingCount(62, "etfHoldingCount"),
/** Net income without period */
StockField_Net_Income(63, "netIncomeVal"),
;
}Stock Scanner - Accumulative Indicator Filter Fields
public enum AccumulateField {
/** Change rate*. Values are truncated to 3 decimal places; for example, use the range [0.005,0.01]. */
AccumulateField_ChangeRate(1, "changeRate"),
/** Change amount*. Values are truncated to 3 decimal places; for example, use the range [0.005,0.01]. */
AccumulateField_ChangeValue(2, "changeVal"),
/** Total liabilities growth rate */
AccumulateField_TotalLiabilities_Ratio_Annual(3, "totalLiabilitiesRatio"),
/** Net assets growth rate */
AccumulateField_TotalCommonEquity_Ratio_Annual(4, "totalCommonEquityRatio"),
/** Earnings per share year-over-year growth rate */
AccumulateField_BasicEps_Ratio_Annual(5, "basicEpsRatio"),
/** Net income year-over-year growth rate */
AccumulateField_NetIncome_Ratio_Annual(6, "netIncomeRatio"),
/** Operating income year-over-year growth rate */
AccumulateField_OperatingIncome_Ratio_Annual(7, "opeIncomeratio"),
/** Earnings per share */
AccumulateField_Eps(8, "eps"),
/** Net assets per share */
AccumulateField_NetAsset_PerShare(9, "bookValueshare"),
/** Net income */
AccumulateField_Net_Income(10, "netIncome"),
/** Operating income */
AccumulateField_Operating_Income(11, "operatingIncome"),
/** Total revenue */
AccumulateField_Total_Revenue(12, "total_revenue"),
/** Return on equity (ROE). */
AccumulateField_ROE(13, "ROE"),
/** Return on assets (ROA). */
AccumulateField_ROA(14, "ROA"),
/** Gross profit margin */
AccumulateField_GrossProfitRate(17, "grossMargin"),
/** Net profit margin* */
AccumulateField_NetProfitRate(18, "netIncomeMargin"),
/** Total assets* */
AccumulateField_TotalAssets(19, "totalAssets"),
/** Current ratio */
AccumulateField_CurrentRatio(20, "currentRatio"),
/** Quick ratio */
AccumulateField_QuickRatio(21, "quickRatio"),
/** Operating cash flow year-over-year ratio */
AccumulateField_CashFromOpsRatio(22, "cash4OpsRatio"),
/** Cash from investing */
AccumulateField_CashFromInvesting(23, "cash4Invest"),
/** Cash from financing */
AccumulateField_CashFromFinancing(24, "cash4Finance"),
/** Total liabilities to total assets ratio */
AccumulateField_TotalLiabilitiesToTotalAssets(25, "allLiabAndAssets"),
/** Year-over-year ROE growth = (period T ROE - period T-1 ROE) / period T-1 ROE * 100%. */
AccumulateField_ROE_yearOnYear_Ratio(27, "netIncomeYearOnYearRatio"),
/** Operating profit percentage */
AccumulateField_Operating_Profits_Ratio(28, "OperatingProfitsRatio"),
/** Operating cash flow */
AccumulateField_CashFromOpsVal(29, "cash4OpsVal"),
;
}Stock Scanner - Financial Indicator Filter Fields
public enum FinancialField {
/** Gross profit margin*. Values are truncated to 3 decimal places; for example, use the range [0.005,0.01]. */
FinancialField_GrossProfitRate(1, "grossMarginVal"),
/** Net profit margin*. Values are truncated to 3 decimal places; for example, use the range [0.005,0.01]. */
FinancialField_NetProfitRate(2, "netIncomeMarginVal"),
/** Non-GAAP net profit margin*. Values are truncated to 3 decimal places; for example, use the range [0.005,0.01]. */
FinancialField_EarningsFromContOpsMargin(3, "earningsFromContOpsMargin"),
/** Long-term debt to equity** */
FinancialField_LongTermDebtToEquity(5, "ltDebtToEquity"),
/** EBIT to interest expense** */
FinancialField_EbitToInterestExp(6, "ebitToInterestExp"),
/** Total asset turnover. Values are truncated to 3 decimal places; for example, use the range [0.005,0.01]. */
FinancialField_TotalAssetTurnover(8, "totalAssetTurnover"),
/** Accounts receivable turnover */
FinancialField_AccountsReceivableTurnover(9, "accountsReceivableTurnover"),
/** Inventory turnover. Values are truncated to 3 decimal places; for example, use the range [0.005,0.01]. */
FinancialField_InventoryTurnover(10, "inventoryTurnover"),
/** Current ratio. Values are truncated to 3 decimal places; for example, use the range [0.005,0.01]. */
FinancialField_CurrentRatio(11, "currentRatioVal"),
/** Quick ratio. Values are truncated to 3 decimal places; for example, use the range [0.005,0.01]. */
FinancialField_QuickRatio(12, "quickRatioVal"),
/** TTM return on assets*. Values are truncated to 3 decimal places; for example, use the range [0.005,0.01]. */
FinancialField_ROATTM(13, "roa"),
/** Return on equity. Values are truncated to 3 decimal places; for example, use the range [0.005,0.01]. */
FinancialField_ReturnOnEquityRate(14, "roe"),
/** One-year total revenue growth rate. */
FinancialField_TotalRevenues1YrGrowth(15, "totalRevenues1YrGrowth"),
/** One-year gross profit growth rate. */
FinancialField_GrossProfit1YrGrowth(16, "grossProfit1YrGrowth"),
/** Net income 1-year growth rate */
FinancialField_NetIncome1YrGrowth(17, "netIncome1YrGrowth"),
/** Accounts receivable 1-year growth rate */
FinancialField_AccountsReceivable1YrGrowth(18, "accountsReceivable1YrGrowth"),
/** Inventory 1-year growth rate */
FinancialField_Inventory1YrGrowth(19, "inventory1YrGrowth"),
/** Total assets 1-year growth rate */
FinancialField_TotalAssets1YrGrowth(20, "totalAssets1YrGrowth"),
/** Tangible book value 1-year growth rate */
FinancialField_TangibleBookValue1YrGrowth(21, "tangibleBookValue1YrGrowth"),
/** One-year operating cash flow growth rate. */
FinancialField_CashFromOperations1YrGrowth(22, "cashFromOperations1YrGrowth"),
/** Capital expenditures 1-year growth rate */
FinancialField_CapitalExpenditures1YrGrowth(23, "capitalExpenditures1YrGrowth"),
/** Three-year revenue compound annual growth rate (CAGR). */
FinancialField_TotalRevenues3YrCagr(24, "totalRevenues3YrCagr"),
/** Gross profit 3-year growth rate */
FinancialField_GrossProfit3YrCagr(25, "grossProfit3YrCagr"),
/** Net income 3-year growth rate */
FinancialField_NetIncome3YrCagr(26, "netIncome3YrCagr"),
/** Accounts receivable 3-year growth rate */
FinancialField_AccountsReceivable3YrCagr(27, "accountsReceivable3YrCagr"),
/** Inventory 3-year growth rate */
FinancialField_Inventory3YrCagr(28, "inventory3YrCagr"),
/** Total assets 3-year growth rate */
FinancialField_TotalAssets3YrCagr(29, "totalAssets3YrCagr"),
/** Tangible book value 3-year growth rate */
FinancialField_TangibleBookValue3YrCagr(30, "tangibleBookValue3YrCagr"),
/** Operating cash flow 3-year growth rate */
FinancialField_CashFromOps3YrCagr(31, "cashFromOps3YrCagr"),
/** Capital expenditures 3-year growth rate */
FinancialField_CapitalExpenditures3YrCagr(32, "capitalExpenditures3YrCagr"),
/** Net income */
FinancialField_NetIncomeToCompany(33, "netIncomeToCompany"),
/** Operating cash flow */
FinancialField_CashFromOperations(34, "cashFromOps"),
/** Cash from investing */
FinancialField_CashFromInvesting(35, "cashFromInvesting"),
/** Cash from financing */
FinancialField_CashFromFinancing(36, "cashFromFinancing"),
/** Net income 2-year CAGR */
FinancialField_NormalizedNetIncome2YrCagr(37, "netIncome2YrCagr"),
/** Revenue 2-year CAGR */
FinancialField_TotalRevenues2YrCagr(38, "totalRevenues2YrCagr"),
/** Net income 5-year CAGR */
FinancialField_NetIncome5YrCagr(39, "netIncome5YrCagr"),
/** Revenue 5-year CAGR */
FinancialField_TotalRevenues5YrCagr(40, "totalRevenues5YrCagr"),
/** Total assets */
FinancialField_TotalAssets(41, "totalAssetsVal"),
/** Fixed asset turnover. Values are truncated to 3 decimal places; for example, use the range [0.005,0.01]. */
FinancialField_FixedAssetTurnover(42, "fixedAssetTurnover"),
/** Operating income */
FinancialField_OperatingIncome(43, "operatingIncomeVal"),
/** Total revenue */
FinancialField_TotalRevenue(44, "totalRevenue"),
/** LYR price-to-earnings (P/E) ratio. */
FinancialField_LYR_PE(45, "LyrPE"),
/** TTM price-to-earnings (P/E) ratio. */
FinancialField_TTM_PE(46, "ttmPE"),
/** LYR price-to-sales (P/S) ratio. */
FinancialField_LYR_PS(47, "LyrPS"),
/** TTM price-to-sales (P/S) ratio. */
FinancialField_TTM_PS(48, "ttmPS"),
/** Today's large net inflow amount */
FinancialField_LargeInflowAmountToday(49, "largeInflowAmountToday"),
/** Today's large inflow percentage */
FinancialField_LargeInflowAmountTodayPre(50, "largeInflowAmountTodayPre"),
/** Short interest */
FinancialField_ShortInterest(51, "shortInterest"),
/** Short interest percentage */
FinancialField_ShortInterestPre(52, "shortInterestPre"),
/** Hong Kong Stock Connect holding ratio; equivalent to both the Shanghai-channel and Shenzhen-channel holding ratios. */
FinancialField_HK_StockConnectRate(53, "hkStockConnectRate"),
/** Shanghai Stock Connect holding ratio */
FinancialField_SH_StockConnectRate(54, "shStockConnectRate"),
/** Shenzhen Stock Connect holding ratio */
FinancialField_SZ_StockConnectRate(55, "szStockConnectRate"),
/** Operating profit percentage */
FinancialField_Operating_Profits_Rate(56, "operatingProfitsRate"),
/** Hong Kong Stock Connect (Shanghai) net buying amount */
FinancialField_HK_StockShConnectInflow(57, "hkStockShConnectInflow"),
/** Hong Kong Stock Connect (Shenzhen) net buying amount */
FinancialField_HK_StockSzConnectInflow(58, "hkStockSzConnectInflow"),
/** Shanghai Stock Connect net buying amount */
FinancialField_SH_StockConnectInflow(59, "shStockConnectInflow"),
/** Shenzhen Stock Connect net buying amount */
FinancialField_SZ_StockConnectInflow(60, "szStockConnectInflow"),
/** Annualized return since listing - ETF. */
FinancialField_ListingAnnualReturn(61, "listingAnnualReturn"),
/** One-year annualized return - ETF. */
FinancialField_LstYearAnnualReturn(62, "lstYearAnnualReturn"),
/** Two-year annualized return - ETF. */
FinancialField_Lst2YearAnnualReturn(63, "lst2YearAnnualReturn"),
/** Five-year annualized return - ETF. */
FinancialField_Lst5YearAnnualReturn(64, "lst5YearAnnualReturn"),
/** Annualized volatility since listing - ETF. */
FinancialField_ListingAnnualVolatility(65, "listingAnnualVolatility"),
/** One-year annualized volatility - ETF. */
FinancialField_LstYearAnnualVolatility(66, "lstYearAnnualVolatility"),
/** Two-year annualized volatility - ETF. */
FinancialField_Lst2YearAnnualVolatility(67, "lst2YearAnnualVolatility"),
/** Five-year annualized volatility - ETF. */
FinancialField_Lst5YearAnnualVolatility(68, "lst5YearAnnualVolatility"),
/** LYR price-to-book (P/B) ratio. */
FinancialField_LYR_PB(69, "LyrPB"),
/** TTM price-to-book (P/B) ratio. */
FinancialField_TTM_PB(70, "ttmPB"),
;
}Stock Scanner - Multi-Tag Filter Fields
public enum MultiTagField {
/** Industry */
MultiTagField_Industry(1, "industry"),
/** Concept */
MultiTagField_Concept(2, "concept"),
/** Whether the security is an OTC stock: 1 = yes, 0 = no. */
MultiTagField_isOTC(3, "isOTC"),
MultiTagField_StockCode(4, "symbol"),
/** Security type. 0 = stock; 1 = unleveraged ETF; 2 = 2x leveraged ETF; 3 = 3x leveraged ETF; a negative value indicates an inverse ETF. */
MultiTagField_Type(5, "type"),
/** Volume spike: 1 = yes, 0 = no. A spike occurs when real-time daily volume exceeds 5 times the average volume over the past year. */
MultiTagField_Volume_Spike(6, "volSpike"),
/** Stocks below net value; P/B ratio < 1 */
MultiTagField_Net_Broken(7, "netBroken"),
/** Stocks below issue price; Latest price < Issue price */
MultiTagField_Issue_Price_Broken(8, "issuePriceBroken"),
/** Tracking index/asset - ETF */
MultiTagField_PrimaryBenchmark(9, "primaryBenchmark"),
/** Issuer - ETF */
MultiTagField_Issuer(10, "issuer"),
/** Custodian - ETF */
MultiTagField_Custodian(11, "custodian"),
/** Distribution frequency - ETF */
MultiTagField_DistributionFrequency(12, "distributionFrequency"),
/** Whether options are available - ETF: 1 = yes, 0 = no. */
MultiTagField_OptionsAvailable(13, "optionsAvailable"),
/** Whether the ETF reached an all-time high today: 1 = yes, 0 = no. */
MultiTagField_Today_HistoryHigh(14, "todayHistoryHigh"),
/** Whether the ETF reached an all-time low today: 1 = yes, 0 = no. */
MultiTagField_Today_HistoryLow(15, "todayHistoryLow"),
/** Stock package */
MultiTagField_Stock_Package(16, "StockPkg"),
/** Whether the security reached a 52-week high: 0 = no, 1 = yes*. */
MultiTagField_Week52HighFlag(17, "week52HighFlag"),
/** Whether the security reached a 52-week low: 0 = no, 1 = yes. */
MultiTagField_Week52LowFlag(18, "week52LowFlag"),
/** Trading currency, requires specific currency */
MultiTagField_TradeCurrency(19, "tradeCurrency"),
/** ETF type, requires specific type */
MultiTagField_ETF_TYPE(20, "etfType"),
/** Stock market. Supports multiple `QotMarket` values. */
MultiTagField_Market_Name(21, "marketName"),
/** Level 1 industry; requires a specific sector ID. */
MultiTagField_One_Sectors_Level(22, "oneSectorsLevel"),
;
}Sort Direction
public enum SortDir {
SortDir_No(0),
SortDir_Ascend(1),
SortDir_Descend(2);
}Updated 28 days ago
